| 02.08.2017 What fraction of Smart Beta tracking error is Dumb Beta? |
| Matthias Knab, Opalesque: AlphaBetaWorks writes on Harvest Exchange: Our earlier articles discussed how some smart beta strategies turn out to be merely high beta strategies and how others actively time the market. We also showed that, for the majority of smart beta ETFs, returns are mostly attributable to the traditional dumb Market and Sector Factors. Consequently, the absolute perfo |
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